Preheat the oven to 400°F (200°C).

In a skillet over medium heat, add the olive oil. Once hot, add the chopped mushrooms and cook until the moisture evaporates, about 8-10 minutes.

Stir in the minced garlic and fresh thyme, cooking for an additional 1-2 minutes. Season with salt and pepper, then let it cool.

While the mushroom mixture cools, season the beef tenderloin with salt and pepper. Sear it in a hot skillet for 2-3 minutes on each side until browned but still rare in the center. Remove from heat and let it rest for 5 minutes.

On a lightly floured surface, roll out the puff pastry to about ⅛ inch thickness. Cut the pastry into 12 squares (approximately 4x4 inches).

Place a spoonful of the cooled mushroom mixture in the center of each pastry square, followed by a piece of the seared beef (about 1-2 inches long).

Fold the pastry over the beef and mushroom, sealing the edges by pinching and gently pressing down. You can use a fork to crimp the edges for a decorative touch.

Arrange the wrapped wellingtons on a baking sheet lined with parchment paper. Brush the top of each pastry with the beaten egg to give it a golden color when baked.

Bake in the preheated oven for 15-20 minutes or until the pastry is puffed and golden brown.

Remove from the oven and let cool for a few minutes before serving.